Pages that link to "Item:Q5620276"
From MaRDI portal
The following pages link to Robust Estimates of Location: Symmetry and Asymmetric Contamination (Q5620276):
Displaying 38 items.
- Asymptotic relations between L- and M-estimators in the linear model (Q808576) (← links)
- Min-max asymptotic variance of M-estimates of location when scale is unknown (Q809499) (← links)
- Trimmed L-moments (Q951927) (← links)
- Nonparametric depth-based multivariate outlier identifiers, and masking robustness properties (Q1036719) (← links)
- On robust estimation of location for arbitrarily right-censored data (Q1078950) (← links)
- Asymptotic results in robust quasi-Bayesian estimation (Q1109450) (← links)
- Second order asymptotic relations of M-estimators and R-estimators in two-sample location model (Q1162770) (← links)
- Some asymptotic distributions in the location-scale model (Q1166858) (← links)
- Asymptotic normality for robust R-estimators of regression function (Q1263191) (← links)
- Bounds on asymptotic relative efficiencies of robust estimates of locations for contaminations by scale mixtures (Q1333133) (← links)
- Trimmed mean or sample median? (Q1336929) (← links)
- Optimal, robust \(R\)-estimators and test statistics in the linear model (Q1340890) (← links)
- Asymptotic normality of U-statistics based on trimmed samples (Q1822157) (← links)
- A practical method of robust estimation in case of asymmetry (Q2321994) (← links)
- Robust M- and L-Estimators of Scale Parameter (Q2892610) (← links)
- Comparison of some robust estimators of scale in gamma samples with known shape (Q3042190) (← links)
- Minimax-variance<i>L</i>- and<i>R</i>-estimators of location (Q3210714) (← links)
- Comparison of efficient<i>L</i>- and<i>R</i>-estimators of location (Q3717984) (← links)
- Variance etable r-estimators (Q3719632) (← links)
- Robust weighted Cramér-von Mises Estimators of location, with minimax variance in ϵ-contamination neighbourhoods (Q3769774) (← links)
- Robust estimation via minimum distance methods (Q3911215) (← links)
- On adaptive statistical inferences (Q3963870) (← links)
- A note on adaptive l-statistics (Q3968292) (← links)
- Robust statistics for testing equality of means or variances (Q3969698) (← links)
- Robustness properties for a simple class of rank estimates (Q4148674) (← links)
- On the trimmed mean and minimax-variance<i>L</i>-estimation in Kolmogorov neighbourhoods (Q4223823) (← links)
- Bias-robustness of l-estimates of location against dependence (Q4324708) (← links)
- Asymptotic representation of m-estimators and rate of convergence of one-step m-estimators for parametric models with shrinking contamination (Q4324717) (← links)
- Symmetric quantile and symmetric trimmed mean for linear regression model (Q4344664) (← links)
- Sharp upper mean-variance bounds for trimmed means from restricted families (Q4454276) (← links)
- Asymptotic representation of L-estimators and their relations to M-estimators (Q4721405) (← links)
- Minimax weights for generalised M-estimation in biased regression models (Q4801843) (← links)
- Extrapolation designs with constraints (Q4819900) (← links)
- Robust Maximum Likelihood Estimation (Q5139606) (← links)
- Comment on “A Tuning-Free Robust and Efficient Approach to High-Dimensional Regression” (Q5146021) (← links)
- LINEAR REGRESSION WITH MIS-SPECIFIED ERROR DISTRIBUTION (Q5237635) (← links)
- Adaptive Procedures for the Wilcoxon–Mann–Whitney Test: Seven Decades of Advances (Q5265879) (← links)
- Optimal, fixed length, nonparametric sequential confidence limits for a translation parameter (Q5661048) (← links)